Convergence Rates in Densities of Maximas
Zuoxiang Peng · Journal of Southwest University · 2008
Let {Xn,n≥1} be an i.i.d.random sequence with common distribution F(x).Under Von Mises conditions,the uniform convergence rate of distributions of maximas was discussed by Resnick(1987).In this paper,under Von Mises conditions,the uniform convergence rate of densities of maximas is obtained when F is in the domains of attractions of extreme value distributions.